Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 82295.24 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 72877.16 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 38361.45 USD Other S-6-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 23260.77 USD Other S-7-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 47717.69 USD Other E-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 63143.65 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 72192.66 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 35563.63 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 86238.61 USD Other C-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 56180.29 USD Other CB-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 11187.23 USD Other E-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 16513.69 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 22963.44 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 10762.15 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 15158.29 USD Other E-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 12068.49 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 60681.46 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 34685.83 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 16279.36 USD Other G-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 46942.40 USD Other IG-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 48617.02 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 36442.71 USD Other IG-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 42987.84 USD Other IG-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 84381.45 USD Other IG-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 31238.66 USD Other IG-8 Yes Liberty Mortgage Services Corp.